It implies a lot of things I believe to be the case.
1. That our reality exists within a much larger reality .
2. That the selves we experience are avatars being operated by much larger selves that exist within the larger reality.
3. That what we're engaged in is a game.
4 That we're playing it because we want to.
5. That our avatars are not our true selves or even scaled down versions of our true selves- but characters our larger selves have chosen to play.
6. That the game is difficult because what would be the point of one that wasn't?
7. That our larger selves choose the level of difficulty they're comfortable with.
8. That the death is of an avatar is only the death of an avatar. The player has the choice to boot up another one or leave the game and go do something else.